Econometrics: retrospect and prospect

DOI10.1016/S0304-4076(00)00059-2zbMath1099.62546OpenAlexW2056561583MaRDI QIDQ1841090

Francis X. Diebold

Publication date: 2001

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(00)00059-2

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Interaction between stock indices via changepoint analysis

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